I just watched the calls to all three in one of my projects which loads a help page from my bundle and contains embedded resources (external css, YUI!, images). The only request that comes through is the initial page load, shouldStartLoadWithRequest isn't called for any of the dependencies. So it is curious why your didFinishLoad is called multiple times.

Perhaps what you're seeing is due to redirects, or as mentioned, ajax calls within a loaded page. But you at least should be able balance calls to shouldStartLoad and either of the other two delegate functions and be able to determine when the loading is finished.